+2,620.0%
MUU vs TLN
+89.8%
+2,530.2%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.6% | +3.8% | +7.8% | +7.5% |
| 7D | +17.4% | +7.1% | +10.3% | +9.4% |
| 30D | +24.0% | -3.9% | +27.9% | +29.6% |
| 3M | -23.9% | -16.2% | -7.7% | 0.0% |
| 6M | +284.4% | -5.8% | +290.2% | +354.0% |
| YTD | +583.7% | -15.4% | +599.1% | +762.6% |
| 1Y | +2,981.5% | -16.7% | +2,998.2% | +4,002.8% |
| All | +2,620.0% | +89.8% | +2,530.2% | +1,747.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded TLN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling